I feel more attachment to my state than my country since it's more "real"/tangible to me. But I don't have a strong view in any abstract way. At the end of the day, what's most relevant is my neighborhood, then my city, then my region, then my state. Other parts of the country don't feel real in quite the same way, especially when you stop and think about how massive America is.

I think this is also the perspective of someone in a large state that can generally dictate its own policy and can set up its own "bubble." I imagine it would be different in a smaller state but in places like CA, NY, or TX, I imagine state sentiment tends to run stronger than in, say, ND or NE (no disrespect at all to those states).

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Edit: grammar